What is the optimum depth of history for identifying a useful signal? - page 13

 
azfaraon:
When choosing the depth of history I don't use volatility of any kind.

It seems that way to you... indirectly, without knowing it, but you use it.

Profit is measured in pips, profitability is measured in pips, and the maximal profitability depends on volatility (spread is also important, but we don't consider it yet) as long as you trade with a fixed lot.

 
ZaPutina:

That's what it looks like to you... indirectly, without knowing it, but you are using it.


It has nothing to do with the depth of history you choose... The right depth of history allows the system to live for a long time... it's the only thing that determines everything...
 
azfaraon:
If you're referring to stops and takes... It has nothing to do with the depth of history you choose.

How can the depth of history have nothing to do with tp and sl in your version, if tp and sl is chosen based on the same history to choose the right depth of history optimization of tp and sl could still live some time. That is, a part of the history, on which parameters of TP and SL, obtained after the optimization, would give positive results not only at this depth of history, but also for some more time)).

You contradict yourself.

That's why I think it is nonsense to look at your history for half a day and get parameters that could stay unchanged for some time or change non-fatally for the system. The analysis/optimization history should be much longer.

How much more and to what extent more is the question I was asking.

 
I am telling you once again I optimize stops and takes because I do not have another method of determining it.
 
ZaPutina:

How can the depth of history have nothing to do with tp and sl in your version, if tp and sl is chosen based on the same history to choose the right depth of history optimization of tp and sl could still live some time. That is, a part of the history, on which parameters of TP and SL, obtained after the optimization, would give positive results not only at this depth of history, but also for some more time)).

You are contradicting yourself.

That's why I think it is nonsense to look at your history for half a day and get parameters that could stay the same for some time or change non-fatally for the system. The analysis/optimization history should be much longer.

How much more and within what limits more is the question I was asking.

If your method doesn't allow you to do it, what's it got to do with me? You have not proved anything to the contrary ... why call it crap?
 
azfaraon:
I'll reiterate that I optimize stops and takes only after that, because I don't have another method of determining it.

So this is the same thing. It's like saying I am now finding the "right" depth of history without take and stops and optimizing or matching it with a take and profit, then I will adjust the TP and SL based on the found correct depth)))) Isn't it the same thing)))

 
azfaraon:
if your method doesn't allow you to do so i have nothing to do with it, you haven't proven otherwise ... why call it crap?

It's not the method itself that I called bullshit, but the way you described it, or maybe I misunderstood it from your words...

Who knows, maybe you mean like double optimization, like the first one for depth selection, the second one to optimize TP and SL at the right depth. So it is like finding a good signal, i.e. the positive mo, i.e. trend following trade, and improving it by applying MM. If the MM tells you anything.

You were searching for depth without MM, but now you are going to find it with MM. The MM includes not only the level of the bet, but also the parameters of the trap and the slope.

 
the topic was "

What is the optimum depth of history"I meant it ... Stops and Takeovers are a totally different story )) and yet you can do it without stops, takeovers and it will work again ... will close after a certain time interval determined by the algorithm determining the depth of history

 
))))
 
800-1000 pips a month and also apply MM))) well, you're a greedy one )))))))))))